It seems like there's still some misunderstanding about thermal transfer.
Let's look at thermal conductivity figures, measured in Watts per meter per degrees Kelvin (W/(m*K))
Copper 390
Air 0.024
Thermal Paste (low) 0.5
Thermal Paste (high) 10
The conclusion then is that a brick on copper a meter high will provide the same heat transfer resistance as a high quality thermal paste brick 2.56 cm high. Assuming the thermal paste is of low quality, you're looking at a millimeter of paste. The astute observer will also point out that the conductivity of air means that a hand full of micrometer of air provide the same heat transfer as that meter of copper. We'll address this shortly.
These figures make a few assumptions. First, they represent simple conductive heating, along a single axis. Next, they assume a mechanical bond between surfaces. Finally, the assumption is a uniform source of thermal energy.
We use thermal paste between heat spreaders and heat sinks because that second assumption breaks down. The difference between the surfaces mean that you've effectively only got heat transfer at a few points, and thus heat transfer is hindered. Even a relatively poor conductor of heat will dramatically boost the surface area for heat transfer, so thermal paste is a good idea. A better idea would be to lap both the heat spreader and heat sink, then melt a metal between them to form a complete mechanical bond (solder them). As heat sinks vary greatly, this isn't a practical. Even with a known die and heat spreader, the process of soldering is much more expensive than a thermal paste. Intel saved money by having a heat paste, but never decreased processor price. They are now going to charge more for heat paste using processors, because it's a "premium" addition.
Sorry, but none of this is news. It's Intel saving money, not passing on the savings, then charging more for what they used to do by default. I consider it an insult. Saying that soldering should demand a premium cost point is like saying that a brake pedal should be an add-on in a car. You could technically make the machine brake at all times the gas pedal is released, but that would produce a car that is far less effective for a minor decrease in component cost.